Threshold cointegration and nonlinear adjustment to the law of one price
Year of publication: |
2001
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Authors: | Lo, Ming Chien ; Zivot, Eric |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 5.2001, 4, p. 533-576
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Subject: | Verbraucherpreisindex | Consumer price index | Preiskonvergenz | Price convergence | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Theorie | Theory | USA | United States | Multiple Regression | Multiple regression | 1975-1992 |
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